+629.1%
CRS vs TSN
+10.3%
+618.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.5% | -7.3% | +6.7% | -0.5% |
| 30D | -18.1% | -8.6% | -9.5% | -18.0% |
| 3M | -12.4% | -7.5% | -4.9% | -12.5% |
| 6M | +15.9% | -14.1% | +30.1% | +16.3% |
| YTD | +45.8% | -9.4% | +55.3% | +45.9% |
| 1Y | +87.8% | -4.1% | +91.8% | +87.5% |
| All | +629.1% | +10.3% | +618.7% | +557.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling